Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3,083.0 |
3,124.0 |
41.0 |
1.3% |
3,065.0 |
High |
3,125.0 |
3,178.0 |
53.0 |
1.7% |
3,127.0 |
Low |
3,066.0 |
3,120.0 |
54.0 |
1.8% |
3,058.0 |
Close |
3,112.0 |
3,163.0 |
51.0 |
1.6% |
3,098.0 |
Range |
59.0 |
58.0 |
-1.0 |
-1.7% |
69.0 |
ATR |
41.0 |
42.8 |
1.8 |
4.4% |
0.0 |
Volume |
997,437 |
904,660 |
-92,777 |
-9.3% |
3,894,748 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,327.7 |
3,303.3 |
3,194.9 |
|
R3 |
3,269.7 |
3,245.3 |
3,179.0 |
|
R2 |
3,211.7 |
3,211.7 |
3,173.6 |
|
R1 |
3,187.3 |
3,187.3 |
3,168.3 |
3,199.5 |
PP |
3,153.7 |
3,153.7 |
3,153.7 |
3,159.8 |
S1 |
3,129.3 |
3,129.3 |
3,157.7 |
3,141.5 |
S2 |
3,095.7 |
3,095.7 |
3,152.4 |
|
S3 |
3,037.7 |
3,071.3 |
3,147.1 |
|
S4 |
2,979.7 |
3,013.3 |
3,131.1 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,301.3 |
3,268.7 |
3,136.0 |
|
R3 |
3,232.3 |
3,199.7 |
3,117.0 |
|
R2 |
3,163.3 |
3,163.3 |
3,110.7 |
|
R1 |
3,130.7 |
3,130.7 |
3,104.3 |
3,147.0 |
PP |
3,094.3 |
3,094.3 |
3,094.3 |
3,102.5 |
S1 |
3,061.7 |
3,061.7 |
3,091.7 |
3,078.0 |
S2 |
3,025.3 |
3,025.3 |
3,085.4 |
|
S3 |
2,956.3 |
2,992.7 |
3,079.0 |
|
S4 |
2,887.3 |
2,923.7 |
3,060.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,178.0 |
3,066.0 |
112.0 |
3.5% |
47.0 |
1.5% |
87% |
True |
False |
845,376 |
10 |
3,178.0 |
3,046.0 |
132.0 |
4.2% |
43.7 |
1.4% |
89% |
True |
False |
776,545 |
20 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
40.1 |
1.3% |
94% |
True |
False |
730,863 |
40 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
36.8 |
1.2% |
94% |
True |
False |
398,268 |
60 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
35.2 |
1.1% |
94% |
True |
False |
266,030 |
80 |
3,178.0 |
2,857.0 |
321.0 |
10.1% |
33.6 |
1.1% |
95% |
True |
False |
199,663 |
100 |
3,178.0 |
2,708.0 |
470.0 |
14.9% |
32.0 |
1.0% |
97% |
True |
False |
159,745 |
120 |
3,178.0 |
2,708.0 |
470.0 |
14.9% |
28.7 |
0.9% |
97% |
True |
False |
133,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,424.5 |
2.618 |
3,329.8 |
1.618 |
3,271.8 |
1.000 |
3,236.0 |
0.618 |
3,213.8 |
HIGH |
3,178.0 |
0.618 |
3,155.8 |
0.500 |
3,149.0 |
0.382 |
3,142.2 |
LOW |
3,120.0 |
0.618 |
3,084.2 |
1.000 |
3,062.0 |
1.618 |
3,026.2 |
2.618 |
2,968.2 |
4.250 |
2,873.5 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,158.3 |
3,149.3 |
PP |
3,153.7 |
3,135.7 |
S1 |
3,149.0 |
3,122.0 |
|